Forward Premium Anomaly of the British Pound and the Euro
Allissa Lee
Part of the Economics Commons
Works by Axel Grossmann in Economics
2021
2018
An Evaluation of the Equilibrium Value of the Euro and its Predecessors based on Economic Fundamentals
Axel Grossmann
The Impact of Exchange Rate Deviations from PPP Equilibrium on the U.S. Demand for Foreign Equity Securities
Axel Grossmann
The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns
Axel Grossmann
The Value of Restrictive Covenants in the Changing Bond Market Dynamics Before and After the Financial Crisis
Axel Grossmann
2017
The Value of Restrictive Covenants in the Changing Bond Market Dynamics Before and After the Financial Crisis
Department of Finance Faculty Presentations
2016
The Equilibrium Level and Forecasting Performance of Nominal Effective Exchange Rate Indexes Using an Export and Import Price-Based Relative PPP Model
Axel Grossmann
An Examination of the Forward Prediction Error of U.S. Dollar Exchange Rates and How They Are Related to Bid-Ask Spreads, Purchasing Power Parity Disequilibria, and Forward Premium Asymmetry
Axel Grossmann
Bid-Ask Spreads, Deviations from PPP and the Forward Prediction Error: The Case of the British Pound and the Euro
Axel Grossmann
Using Videoconferencing to Solve a Business Finance Problem: Challenges and Lessons Learned from a Transatlantic Experience
Axel Grossmann
An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals
Department of Finance Faculty Presentations
2015
The Impact of Exchange Rates and Other Macroeconomic Variables on the Transaction Demand of Foreign Equity Securities
Axel Grossmann
2014
Investigating the Validity of the PPP Hypothesis Using Constructed U.S. Dollar Equilibrium Exchange Rate Misalignments over the Post-Bretton Woods Period
Axel Grossmann
The Euro Conversion and Return Dynamics of European Financial Markets: A Frequency Domain Approach
Axel Grossmann
2013
The Macroeconomy and the Spot and Futures Markets for Platinum: Relations and Implications for Hedging
Axel Grossmann
2012
Conditional Moments of the Distribution of Abnormal Returns, the Cross-Section of Stock Returns, and Monetary Policy
Axel Grossmann
Random Diversification Over Time: The Case of Five European Countries Surrounding the Euro Introduction
Axel Grossmann
2011
Can a Relative Purchasing Power Parity-Based Model Outperform a Random Walk in Forecasting Short-Term Exchange Rates?
Axel Grossmann
Predictability of the U.S. Dollar Index Using a U.S. Export and Import Price Index-Based Relative PPP Model
Axel Grossmann
2010
Forecasting the Yen/U.S. Dollar Exchange Rate: Empirical Evidence from a Capital Enhanced PPP-Based Model
Axel Grossmann
The Impact of the Euro Conversion on the Return Dynamics of European Financial Markets: A Frequency Domain Approach
Axel Grossmann
2009
Liquidity Risk, Deviations from PPP, Asymmetries, and the Forward Discount Bias: The Case of British Pound and Euro Exchange Rates from Developed and Developing Countries
Axel Grossmann
The Impact of Deviation from Relative Purchasing Power Parity Equilibrium on U.S. Foreign Direct Investment
Axel Grossmann
2007
ADR Mispricing: Do Costly Arbitrage and Consumer Sentiment Explain the Price Deviation?
Axel Grossmann
2006
A Comparison of the Solicited and Independent Financial Strength Ratings of Insurance Companies
Axel Grossmann
The Impact of Productivity Adjusted Real Exchange Rate Misalignments on U.S. Inbound FDI: Evidence from Japan, U.K. and Germany
Axel Grossmann
The Impact of Interest Rate Announcements on European ADRs and Their Underlying Stocks: What Matters More, FOMC or ECB?
Axel Grossmann
The Dividend Anomaly from the Individual Perspective: A Survey Involving Dividend Preference Clientele
Axel Grossmann
